-45.9%
RUN vs CNI
+29.8%
-75.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +1.3% | -2.1% | +3.3% | +2.5% |
| 30D | -15.3% | -3.3% | -12.0% | -13.6% |
| 3M | -40.0% | +3.8% | -43.8% | -41.7% |
| 6M | -27.0% | +12.7% | -39.6% | -33.4% |
| YTD | -51.7% | +26.3% | -78.0% | -61.1% |
| 1Y | -45.9% | +29.9% | -75.8% | -57.8% |
| All | -45.9% | +29.8% | -75.7% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CNI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling